Generating Correlated Ordinal Random Values

Kaiser, Sebastian; Träger, Dominik und Leisch, Friedrich (22. Februar 2011): Generating Correlated Ordinal Random Values. Department of Statistics: Technical Reports, Nr. 94

Abstract

Ordinal variables appear in many field of statistical research. Since working with simulated data is an accepted technique to improve models or test results there is a need for providing correlated ordinal random values with certain properties like marginal distribution and correlation structure. The present paper describes two methods for generating such values: binary conversion and a mean mapping approach. The algorithms of the two methods are described and some examples of the outcomes are shown.

• Dokumententyp: Paper
• Publikationsform: Submitted Version
• Keywords: correlated ordinal values, marginal probabilities, correlation structure
• Fakultät: Mathematik, Informatik und Statistik > Statistik > Technische Reports
• Themengebiete: 500 Naturwissenschaften und Mathematik > 510 Mathematik
• Sprache: Englisch